← All recordsSW-0006 · Crypto · 2017-09-01 to 2025-06-30

Donchian breakout

Did not pass
432Versions testedevery combination, fixed in advance
+1.13Best versionreturn adjusted for risk, per year
+1.21Luck alonewhat the best scores if nothing works
0.415Scorehas to reach 0.950

Result against chance

Best version found+1.13What luck alone gives+1.21Smallest edge visible+2.10
If the best version cannot beat what luck alone produces from the same number of tries, there is nothing there. The third bar is the smallest real edge this test could have detected: anything below it is invisible to the test, and that limit is stated rather than hidden.

Spread across every version

-1.05median +0.10+1.13zero
Every version tested, worst to best. The box holds the middle half. Showing only the best bar is how noise gets sold as skill. 55% of versions finished above zero.
Sealed on the Bitcoin blockchain before the test ran.
sha256 076eab07fff7b663e25da49665b5cb1fe4cb29037864bb30e483360d751cdca3
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